Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
Year of publication: |
1998
|
---|---|
Authors: | Grigoletto, Matteo |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 7.1998, 3, p. 285-295
|
Publisher: |
Springer |
Subject: | Autoregressive processes | interval forecasts | bootstrap | robustness |
-
Multiple forecasts with autoregressive time series models: case studies
Chan, W.S, (2004)
-
Inference for robust canonical variate analysis
Aelst, Stefan Van, (2010)
-
Kleijnen, Jack P.C., (2001)
- More ...
-
Practical implications of higher moments in risk management
Grigoletto, Matteo, (2011)
-
Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations
Grigoletto, Matteo, (1999)
-
Analyzing Climate Change Policy Narratives with the Character-Role Narrative Framework
Gehring, Kai, (2023)
- More ...